Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47648.63 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46253.71 Kr¶

PnL: ---------------------------------------> -634.86 Kr¶

DD now: ---------------------------------> -2.018 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 16:03:10.732342'

Anic Portfolio¶

Today¶

Return: 0.707 %¶

This Week¶

Return: 0.242 %¶

Total¶

Return: 55.989 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.870000 3172.000000 201.000000 6.770000 2971.000006
HEBA B 70 -0.380000 2723.000000 87.000000 3.300000 2636.000010
SAAB B 8 0.510000 3444.000000 67.000000 1.980000 3377.000000
FM Mattsson Mora Group B 50 -1.320000 2990.000000 63.000000 2.150000 2927.000000
AcadeMedia 12 2.070000 591.360000 34.360000 6.170000 557.000004
Corem Property Group B 59 -0.290000 609.470000 32.470000 5.630000 576.999999
Norva24 Group 16 -0.890000 570.880000 27.880000 5.130000 543.000000
Resurs Holding 22 4.350000 601.480000 27.480000 4.790000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.870000 381.500000 26.500000 7.460000 355.000000
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
OEM International B 7 1.310000 543.200000 15.200000 2.880000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.860000 575.400000 13.400000 2.380000 562.000005
Intrum 4 0.220000 537.400000 10.400000 1.970000 527.000000
Boozt 12 2.360000 1663.200000 9.200000 0.560000 1653.999996
HMS Networks 2 -0.820000 680.800000 7.800000 1.160000 673.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Swedbank A 3 0.670000 566.700000 2.700000 0.480000 564.000000
Essity B 2 0.770000 575.600000 1.600000 0.280000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Coor Service Management Hold. 8 0.380000 532.000000 0.000000 0.000000 532.000000
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Handelsbanken A 5 0.460000 542.750000 -3.250000 -0.600000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 241.920000 -4.080000 -1.660000 246.000000
Securitas B 6 0.090000 564.240000 -5.760000 -1.010000 570.000000
CTEK 13 1.660000 525.980000 -8.020000 -1.500000 533.999999
Nordea Bank Abp 29 0.680000 3444.040000 -9.960000 -0.290000 3453.999992
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
Midsona B 63 1.720000 557.550000 -25.450000 -4.370000 582.999984
Vivesto 1368 1.030000 564.440000 -48.560000 -7.920000 612.999432
International Petroleum Corp. 5 1.020000 544.000000 -50.570000 -8.510000 594.565215
Axfood 13 0.250000 3650.400000 -105.600000 -2.810000 3756.000001
OX2 18 1.640000 1449.900000 -214.100000 -12.870000 1663.999992
Fasadgruppen Group 35 1.850000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 0.000000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46253.710000 -634.860000 -2.01781% 46888.564618

Updated:¶

'2023-01-20 16:03:23.444656'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶